• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.407-420
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• 1998

This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.167-182
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• 1999

This article is concerned with the selection of subsets of predictor variables to be included in building the binary response probit regression model. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the probit regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. The appropriate posterior probability of each subset of predictor variables is obtained through the Gibbs sampler, which samples indirectly from the multinomial posterior distribution on the set of possible subset choices. Thus, in this procedure, the most promising subset of predictors can be identified as the one with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.

• Journal of the Korean Statistical Society
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• 제29권4호
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• pp.407-422
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• 2000

This article is concerned with the selecting predictor variables to be included in building a class of binary response t-link regression models where both probit and logistic regression models can e approximately taken as members of the class. It is based on a modification of the stochastic search variable selection method(SSVS), intended to propose and develop a Bayesian procedure that used probabilistic considerations for selecting promising subsets of predictor variables. The procedure reformulates the binary response t-link regression setup in a hierarchical truncated normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. In this setup, the most promising subset of predictors can be identified as that with highest posterior probability in the marginal posterior distribution of the hyperparameters. To highlight the merit of the procedure, an illustrative numerical example is given.

• 한국음향학회지
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• 제38권5호
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• pp.607-613
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• 2019

본 논문은 external knowledge를 사용한 lattice 없는 상호 정보 최대화(Lattice Free Maximum Mutual Information, LF-MMI) 기반 음향 모델링 방법을 제안한다. External knowledge란 음향 모델에서 사용하는 학습 데이터 이외의 문자열 데이터를 말한다. LF-MMI란 심층 신경망(Deep Neural Network, DNN) 학습의 최적화를 위한 목적 함수의 일종으로, 구별 학습에서 높은 성능을 보인다. LF-MMI에는 DNN의 사후 확률을 계산하기 위해 음소의 열을 사전 확률로 갖는다. 본 논문에서는 LF-MMI의 목적식의 사전 확률을 담당하는 음소 모델링에 external knowlege를 사용함으로써 과적합의 가능성을 낮추고, 음향 모델의 성능을 높이는 방법을 제안한다. External memory를 사용하여 사전 확률을 생성한 LF-MMI 모델을 사용했을 때 기존 LF-MMI와 비교하여 14 %의 상대적 성능 개선을 보였다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2007년도 심포지엄 논문집 정보 및 제어부문
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• pp.35-37
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• 2007

Super resolution using stochastic approach which based on the Bayesian approach is to easy modeling for a priori knowledge. Generally, the Bayesian estimation is used when the posterior probability density function of the original image can be established. In this paper, we introduced the improved MAP algorithm based on Bayesian which is stochastic approach in spatial domain. And we presented the observation model between the HR images and LR images applied with MAP reconstruction method which is one of the major in the SR grid construction. Its test results, which are operation speed, chip size and output high resolution image Quality. are significantly improved.

• Smart Structures and Systems
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• 제21권5호
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• pp.601-609
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• 2018

The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

• Smart Structures and Systems
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• 제17권2호
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• pp.209-230
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• 2016

The Canton Tower is a high-rise slender structure with a height of 610 m. A structural health monitoring system has been instrumented on the structure, by which data is continuously monitored. This paper presents an investigation on the identified modal properties of the Canton Tower using ambient vibration data collected during a whole day (24 hours). A recently developed Fast Bayesian FFT method is utilized for operational modal analysis on the basis of the measured acceleration data. The approach views modal identification as an inference problem where probability is used as a measure for the relative plausibility of outcomes given a model of the structure and measured data. Focusing on the first several modes, the modal properties of this supertall slender structure are identified on non-overlapping time windows during the whole day under normal wind speed. With the identified modal parameters and the associated posterior uncertainty, the distribution of the modal parameters in the future is predicted and assessed. By defining the modal root-mean-square value in terms of the power spectral density of modal force identified, the identified natural frequencies and damping ratios versus the vibration amplitude are investigated with the associated posterior uncertainty considered. Meanwhile, the correlations between modal parameters and temperature, modal parameters and wind speed are studied. For comparison purpose, the frequency domain decomposition (FDD) method is also utilized to identify the modal parameters. The identified results obtained by the Bayesian method, the FDD method and a finite element model are compared and discussed.

• Journal of Preventive Medicine and Public Health
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• 제55권2호
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• pp.164-172
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• 2022

Objectives: We aimed to estimate the space-time distribution of the risk of suicide mortality in Iran from 2006 to 2016. Methods: In this repeated cross-sectional study, the age-standardized risk of suicide mortality from 2006 to 2016 was determined. To estimate the cumulative and temporal risk, the Besag, York, and Mollié and Bernardinelli models were used. Results: The relative risk of suicide mortality was greater than 1 in 43.0% of Iran's provinces (posterior probability >0.8; range, 0.46 to 3.93). The spatio-temporal model indicated a high risk of suicide in 36.7% of Iran's provinces. In addition, significant upward temporal trends in suicide risk were observed in the provinces of Tehran, Fars, Kermanshah, and Gilan. A significantly decreasing pattern of risk was observed for men (β, -0.013; 95% credible interval [CrI], -0.010 to -0.007), and a stable pattern of risk was observed for women (β, -0.001; 95% CrI, -0.010 to 0.007). A decreasing pattern of suicide risk was observed for those aged 15-29 years (β, -0.006; 95% CrI, -0.010 to -0.0001) and 30-49 years (β, -0.001; 95% CrI, -0.018 to -0.002). The risk was stable for those aged >50 years. Conclusions: The highest risk of suicide mortality was observed in Iran's northwestern provinces and among Kurdish women. Although a low risk of suicide mortality was observed in the provinces of Tehran, Fars, and Gilan, the risk in these provinces is increasing rapidly compared to other regions.